Itching is designed to make you swat away insects, but it may also be a response to a foreign protein: mosquito, tick and leech saliva or a worm beneath the surface.
The challenge is that scratching can encourage infection. A simple bug bite will – if left alone – naturally fade away. Cooling the skin helps ease itching, so have a tepid shower or relax in an air-conditioned room. If the skin is unbroken, applying a steroid cream (e.g. Eumovate) helps to suppress the itch.
Very itchy red tracks suggest a geography worm (aka larva migrans) and will need a prompt trip to a local doctor. Itching after swimming in a Rift Valley lake in East Africa might mean schistosomiasis (aka bilharzia), so if you are concerned, consult a doctor on returning home.